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Pennoni, F. (2024). Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models. Intervento presentato a: 2nd International Conference on Computational Finance and Business Analytics CFBA, Interscience Institute of Management and Technology, Odisha, India.

Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models

Pennoni, F
2024
slide
ARMA-GARCH Model; Bearish and Bullish Market; Complex Financial Systems; Cryptocurrencies; Financial Time-Series; Kendall's Tau; Latent Markov Process; Portfolio Management; Risk Management; Skewed Generalized Error Distribution; Student-t Copula; Transition Probabilities; Viterbi Algorithm
English
2nd International Conference on Computational Finance and Business Analytics CFBA, Interscience Institute of Management and Technology
2024
2024
open
Pennoni, F. (2024). Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models. Intervento presentato a: 2nd International Conference on Computational Finance and Business Analytics CFBA, Interscience Institute of Management and Technology, Odisha, India.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/470458
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